where the contents of mydata.hh are supposed to be assign as a char array to data.
I tried already various variants and (one and two level) stringification, via #x, of the #include . None worked so far. Is this actually possible or did I miss something?

I think the point is the preprocessor look for # code and then executed the directive, the point the # is between, you could try leaving the #include "" as lonely line. Take into account, the preprocess is just a text parser

Break lines around the include directive. All your chars must be separated with comma inside "header". Then your code will be compiled successfully. Although I am sure such kind of programming style looks awful.